OpenOpt Suite release 0.33

New release 0.33 of OpenOpt Suite is out:

OpenOpt:

• cplex has been connected
• New global solver interalg with guarantied precision, competitor to LGO, BARON, MATLAB's intsolver and Direct (also can work in inexact mode), can work with non-Lipschitz and even some discontinuous functions
  
• New solver amsg2p for unconstrained medium-scaled NLP and NSP

FuncDesigner:

• Essential speedup for automatic differentiation when vector-variables are involved, for both dense and sparse cases
• Solving MINLP became available
• Add uncertainty analysis
• Add interval analysis
• Now you can solve systems of equations with automatic determination is the system linear or nonlinear (subjected to given set of free or fixed variables)
• FD Funcs min and max can work on lists of oofuns
• Bugfix for sparse SLE (system of linear equations), that slowed down computations and demanded more memory
• New oofuns angle, cross
• Using OpenOpt result(oovars) is available, also, start points with oovars() now can be assigned easier

SpaceFuncs (2D, 3D, N-dimensional geometric package with abilities for parametrized calculations, solving systems of geometric equations and numerical optimization with automatic differentiation):

• Some bugfixes

DerApproximator:

• Adjusted with some changes in FuncDesigner

For more details visit http://openopt.org.

An essay on Mathematics and education

I just read an essay on Mathematics by Dr. Robert Lewis named "What Math?"  This has to be the single best essay I have ever read on Mathematics and why it is so important.  I can imagine Dr. Lewis has been peppered with cynic criticism about understanding math just as much as any of us in our analytical profession.  Dr. Lewis does a superb job of explaining the essence of why those of us that use math love it so much.

Educating Math to our newer generations is definitely a concern.  I really like how Dr. Lewis explains that education is not just about transfer of information but the understanding of underlying principles of specific knowledge.  The parables are a very clever device to relay those principles of math. 

I also love how he portrays Math as not just a device for the technologically minded but also for the liberal arts.  Dr. Lewis conveys that Math is not merely knowing numbers but the processes of finding solutions.  My own example is when people often ask me how I am so good at math.  I usually tell them its just like learning a language.  Once you understand the language and are fluent then you can start applying it in everyday life.  Math is a language to learn just as much a foreign language.  It may take some time to learn but it will take a lifetime to master.

I highly recommend reading this essay.  I also recommend saving this essay for our future generations, teachers, educators, family members, and friends.  This essay can be used to help bridge understanding that may be missing from our own words. 

New OpenOpt/FuncDesigner quarterly release

New OpenOpt and FuncDesigner quarterly release is out: 0.32.

OpenOpt:
* New class: LCP (and related solver)
* New QP solver: qlcp
* New NLP solver: sqlcp
* New large-scale NSP solver gsubg. Currently it still requires lots of improvements (especially for constraints - their handling is very premature yet and often fails), but since the solver sometimes already works better than ipopt, algencan and other competitors it was tried with, I decided to include the one into the release.
* Now SOCP can handle Ax <= b constraints (and bugfix for handling lb <= x <= ub has been committed) * Some other fixes and improvements

FuncDesigner:
* Add new functions removeAttachedConstraints, min and max
* Systems of nonlinear equations: possibility to assign personal tolerance for an equation
* Some fixes and improvements (especially for automatic differentiation)

See also: Full Changelog, Some Applications, Future Plans

Computer languages and Applied Math

There is no question that computer languages have helped pushed the envelope for applied mathematics.  It is hard to imagine where we would be without airline scheduling, supply chain management, or inventory control if it were not for all of the great advances in optimization and statistical computing.  I have thought a lot about the convergence of computing and Operations Research.  In fact I brought up a discussion on the topic on OR-Exchange with the question "Is programming skills a requirement for today's OR practitioner?"  You would think with all of the advances in computing that programming would be simpler but that is not the case.

There is an interesting debate in the R-project community about the shortcomings of the R language.  Xi'an Og posted a discussion on R shortcomings re-posted from another blog.  The consensus of the R community seems to be that R is an inferior language but has a brilliant library of resources.  So where does that leave the practioner?  Does the practioner need to update their coding skills and develop something better in another computer language?  I find it really interesting that some of the first solutions to this debate is to scrap everything and start over.

I don't think this debate is ever going to change.  The computer is always going to be a valuable tool for the Operations Research practitioner.  The tools we use to complete our daily tasks need to ubiquitous but also readily available.  Let's just say that the slide rule is not going to be making any sort of comeback. 

I believe that the Open Source model has a real advantage here over the proprietary counterparts in this debate.  The community has a lot of input into Open Source software.  It is often called a meritocracy.  The best solutions continue while those that do not go away in obscurity in the Open Source model.  This is one of the reasons why I advocate Open Source software.  In the end I think R is going to be fine.  There will be advances, possible even forks of the software, but there will always be progress.  The only limitations seem to be of what we could dream.

Internet becomes fueling ground for Open Source mathematics discussion

An interesting post from Timothy Gowers, Field's medalist and Fellow at Trinity College, suggests starting an online weblog for publically collaborating mathematical concepts and problem solving. Glyn Moody, on his blog Open..., took it one step further and suggested that this could be considered Open Source Mathematics. Is it possible to use the Open Source movement as a methodology of solving mathematical principles and problems? I absolutely believe this is possible. In fact I am willing to suggest that this has already been in existence.

Math is a language that has no race, religion, or region. Math has been collaborated by all sorts of people, in academia or not, for centuries. The only thing that has kept public collaboration is the media by which it is presented to the masses. In the past the methodology was journals, papers, lectures, and small forums of people to collaborate. Now the age of the internet has brought a new media to present mathematical ideas. Journals are already being spread online. Blogs and online chat rooms have brought like-minded interest groups together. I believe we could be in a new age of mathematical revolution.